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The 52-week high strategy and information uncertainty

✍ Scribed by Hans-Peter Burghof; Felix Prothmann


Book ID
107341696
Publisher
Springer US
Year
2011
Tongue
English
Weight
843 KB
Volume
25
Category
Article
ISSN
1555-4961

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πŸ“œ SIMILAR VOLUMES


The 52-Week High and Momentum Investing
✍ THOMAS J. GEORGE; CHUAN-YANG HWANG πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 156 KB
The 52-Week High and Momentum Investing
✍ THOMAS J. GEORGE; CHUAN-YANG HWANG πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 156 KB

## ABSTRACT When coupled with a stock's current price, a readily available piece of informationβ€”the 52‐week high price–explains a large portion of the profits from momentum investing. Nearness to the 52‐week high dominates and improves upon the forecasting power of past returns (both individual and